I haven't done this but I stayed in a Holiday Inn Express last nite
!! Just kidding.
But this is what I would be considering if I was doing it;
1. (Obviously) The towing laws of the state you live in AND the states you might go in with this setup.
2. Strength of your trailer frame.
3. I think most folks doing this wire off the trailer lights for the second trailer. Either remove the tail light assemblies and 'T' off the wires and reassemble leaving short pigtails outside the assembly, or, like on my TT, I can access the light wires as they exit the underbelly and go into the back panel.
4. The GCVW of the tow vehicle.
Good luck.